for a Quantitative project in Asset Management, I need to obtain for each year -on a long period (20 years) - the different historical constituents and their prices on a monthly basis for a given stock index (S&P 500 or CAC 40). How should I proceed? I have try with Bloomberg but it's not possible since I don't have full access. I do have access to Datastream but I only manage to have the historical prices on a monthly basis for the current constituents of the Index.
Many thanks in advance!